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POHow to get bootstrapped p-values and bootstrapped t-values and how does the function boot() work?
 

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  1. POHow to get bootstrapped p-values and bootstrapped t-values and how does the function boot() work?
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    <p>I would like to get the bootstrapped t-value and the bootstrapped p-value of a lm. I have the following code (basically copied from a paper) which works.</p> <pre><code># First of all you need the following packages install.packages("car") install.packages("MASS") install.packages("boot") library("car") library("MASS") library("boot") boot.function &lt;- function(data, indices){ data &lt;- data[indices,] mod &lt;- lm(prestige ~ income + education, data=data) # the liear model # the first element of the following vector contains the t-value # and the second element is the p-value c(summary(mod)[["coefficients"]][2,3], summary(mod)[["coefficients"]][2,4]) } </code></pre> <p>Now, I compute the bootstrapping model, which gives me the following:</p> <pre><code>duncan.boot &lt;- boot(Duncan, boot.function, 1999) duncan.boot ORDINARY NONPARAMETRIC BOOTSTRAP Call: boot(data = Duncan, statistic = boot.function, R = 1999) Bootstrap Statistics : original bias std. error t1* 5.003310e+00 0.288746545 1.71684664 t2* 1.053184e-05 0.002701685 0.01642399 </code></pre> <p>I have two questions:</p> <ol> <li><p>My understanding is that the bootsrapped value is the original plus the bias, which means that both bootstrapped values (the bootstrapped t-value as well as the bootstrapped p-value) are greater than the original values. This in turn is not possible, because if the t-value rises (which means more significance) the p-values MUST be lower, right? Therefore I think that I have not yet really understood the output of the boot function (here: <code>duncan.boot</code>). How do I compute the bootstrapped values?</p></li> <li><p>I do not understand how the boot() works. If you look at <code>duncan.boot &lt;- boot(Duncan, boot.function, 1999)</code> you see that I have not passed any arguments for the function "boot.function". I suppose that R sets <code>data &lt;- Duncan</code>. But since I have not passed anything for the argument "indices", I do not understand how the following line in the function "boot.function" works <code>data &lt;- data[indices,]</code></p></li> </ol> <p>I hope the questions make sense!??</p>
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